The couple announced last week that they were expecting their first child together, reported E! online.
"I mean it's my first time, so everything is exciting, literally. I'm happy and I just like to keep it, you know, keep it private...As private as can be," Kardashian, 29, said.
Chyna is already mother to son King Cairo, 3, whom she shares with her ex-fiance, rapper Tyga.